Sequential Change Detection and Hypothesis Testing: General Non-i.i.d. Stochastic Models and Asymptotically Optimal Rules

Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields, including quality control, biomedical engineering, communication networks, econometrics, image processing, security, etc. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades. The methods are illustrated through real data examples, and software is referenced where possible. The emphasis is on providing all the theoretical details in a unified framework, with pointers to new research directions.Additional ISBNs1498757588, 0429155018, 1032084359, 9781498757584, 9780429155017, 9781032084350Sequential Change Detection and Hypothesis Testing: General Non-i.i.d. Stochastic Models and Asymptotically Optimal Rules 1st Edition is written by Alexander Tartakovsky and published by Chapman & Hall. ISBNs for Sequential Change Detection and Hypothesis Testing are 9780429531712, 0429531710 and the print ISBNs are 9781032084350, 1032084359. Additional ISBNs include 1498757588, 0429155018, 1032084359, 9781498757584, 9780429155017, 9781032084350.